HDRI With Volumetric to Create Throw Pattern?
You can't use volumetric scattering and any kind of surface in the world settings simultaneously.
(see: Why doesn&#39;t an Environment texture appear when the world has a Volume Scatter shader?)
Volumetric scattering will completely obscure the HDR.
(Blatant Quote from the Blender Manual)

Volume World
A volume shader can also be applied to the entirely world, filling the entire space.
Currently, this is most useful for night time or other dark scenes, as the world surface shader or sun lamps will have no effect if a volume shader is used. This is because the world background is assumed to be infinitely far away, which is accurate enough for the sun for example. However, for modeling effects such as fog or atmospheric scattering, it is not a good assumption that the volume fills the entire space, as most of the distance between the sun and the earth is empty space. For such effects it is be better to create a volume object surrounding the scene. The size of this object will determine how much light is scattered or absorbed.

To illustrate this workaround: create a box around the scene (it will act as a domain) and have that box use volume scatter:

Please note that the volume scatter is plugged to the volume socket of the material for the domain, the surface socket should not be used.
Note that the default density for the Volume scatter node is usually too high at 1.0, use smaller values until you find one that works for you.
Here's a scene lit entirely by an HDR image (HDR credit goes to giantcowfilms.com).

Then, if you have windows and are using glass on the windows, you need to modify the shader so that it lets direct light through.
(read: How to illuminate the darkness inside glass objects in Cycles?)